On your laptop, there's a CRT/External Display button (to activate it you might have to use the Fn key). Typically, there's 3 modes that button switches between:
1. Laptop Screen Only
2. External Screen Only
3. Same image on both Screens
(not necessarily in that order)
One thing you have to keep in mind is that in order for the 3rd option to work your projector needs to be able to show/handle the resolution of your laptop screen since you will be sending the same signal to both. (if you projector cannot handle the laptop screen resolution it will simply show nothing. So to try to fix that set your laptop screen resolution to the one the projector can handle and try connecting then)
Please ask if you have more questions. if you do though, please provide the laptop make and model and the projector make and model